CME Canadian Dollar Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 0.8023 0.8047 0.0024 0.3% 0.8105
High 0.8060 0.8055 -0.0005 -0.1% 0.8125
Low 0.7999 0.7989 -0.0010 -0.1% 0.7989
Close 0.8055 0.8029 -0.0027 -0.3% 0.8029
Range 0.0060 0.0066 0.0006 9.1% 0.0136
ATR 0.0068 0.0068 0.0000 -0.2% 0.0000
Volume 104 187 83 79.8% 585
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8222 0.8191 0.8065
R3 0.8156 0.8125 0.8047
R2 0.8090 0.8090 0.8041
R1 0.8059 0.8059 0.8035 0.8042
PP 0.8024 0.8024 0.8024 0.8015
S1 0.7993 0.7993 0.8022 0.7976
S2 0.7958 0.7958 0.8016
S3 0.7892 0.7927 0.8010
S4 0.7826 0.7861 0.7992
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 0.8454 0.8377 0.8103
R3 0.8318 0.8241 0.8066
R2 0.8183 0.8183 0.8053
R1 0.8106 0.8106 0.8041 0.8077
PP 0.8047 0.8047 0.8047 0.8033
S1 0.7970 0.7970 0.8016 0.7941
S2 0.7912 0.7912 0.8004
S3 0.7776 0.7835 0.7991
S4 0.7641 0.7699 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8125 0.7989 0.0136 1.7% 0.0063 0.8% 29% False True 117
10 0.8217 0.7989 0.0228 2.8% 0.0066 0.8% 17% False True 92
20 0.8290 0.7989 0.0300 3.7% 0.0068 0.9% 13% False True 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8335
2.618 0.8228
1.618 0.8162
1.000 0.8121
0.618 0.8096
HIGH 0.8055
0.618 0.8030
0.500 0.8022
0.382 0.8014
LOW 0.7989
0.618 0.7948
1.000 0.7923
1.618 0.7882
2.618 0.7816
4.250 0.7709
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 0.8026 0.8050
PP 0.8024 0.8043
S1 0.8022 0.8036

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.